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Title Transcription
ギョウレツ セイブン ノ Γ ブンプ ト ソノ カンレン ブンプ ニツイテ
Title Alternative (English)
On the Γ-distribution of Matrix Argument and Its Related Distributions
File
language
eng
Author
Asoo, Yasuhiro
Description
Recently we have many results of the distribution of the quadratic forms of vector variates with multivariate normal distribution after A. T. James and others. These distributions are related to the Wishart distribution. The Wishart distribution play the analogous role to the Chi-square distribution in the univariate case. C. S. Herz [H] discusses exhaustively properties of the Bessel function of matrix argument. It is well known that we can derive the Γ-distribution, the B-distribution and the F-distribution in the unified manner in the univariate case. In this paper, we treat the unified derivation of the Γ-distribution, the B-distribution and the F-distribution of matrix argument. Some results may be contained in the paper by I.・Olkin and H. Rubin [O].
Journal Title
Memoirs of the Faculty of Literature and Science, Shimane University. Natural sciences
Volume
2
Start Page
1
End Page
13
ISSN
03709434
Published Date
1969-03-10
NCID
AN0010806X
Publisher
島根大学文理学部
Publisher Aalternative
The Faculty of Literature and Science, Shimane University
NII Type
Departmental Bulletin Paper
OAI-PMH Set
Faculty of Science and Engineering
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